haasamps

Right, your external delay would not be in an effects loop between the preamp and power amp of the modeled amplifier, but would instead be between the modeled mic'ed cab and whatever follows the "fx loop" block on your HX Stomp chain. More-or-less a studio effect. With a separate amp and cab blocks you could put your delay between them, and while HXS does include preamp blocks, there are not power amp blocks, so AFAIK, there is no way to put your delay in a position that would be an effects loop of the modeled amp.

Assuming it's this one: at the 7:00 mark he is adding an Amp+Cab block, so the cab sim there with the amp.

Morningstar MIDI controllers have an LFO you can assign to a CC that should make this fairly quick work. I think you would use a sawtooth wave.